+31.6%
FDS vs EFV
+25.8%
+5.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.3% | +3.7% |
| 7D | +9.4% | +2.9% | +6.6% | +10.2% |
| 30D | +23.8% | +3.6% | +20.2% | +24.9% |
| 3M | +25.1% | -0.1% | +25.3% | +24.9% |
| 6M | +53.8% | +9.6% | +44.2% | +58.0% |
| YTD | +19.6% | +17.0% | +2.6% | +19.4% |
| 1Y | +31.6% | +25.7% | +6.0% | +28.0% |
| All | +31.6% | +25.8% | +5.8% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling